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Screening Report

Updated: 2026-03-20 08:43:0115:42:59 MYT Source File: screen-report-20260320-084300.154259.md Generated: 2026-03-20 08:4303:42 AMPM Universe: 10301 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CRCAAAOI with score 65.960.1, near-expiry ATM IV 164.3%144.4%, and expected move $5.556.15.

Ranking Model

Score = IV convexity + expected move + trend strength + liquidity + option activity - spread penalty

Top Results

# Symbol Score Thesis Spot IV1 EM $ ATR14% ADV20$ Opt Vol Opt OI Spread%
01 CRCAAAOI 65.960.1 call-flow, wide-spread, momentum, ultra-ivmomentum 81.99101.92 164.3%144.4% 5.556.15 12.9%137.04M14.7% 1.5K30B 6.5K67.6%
02TERN59.0call-flow, wide-spread, momentum, large-em49.06210.2%5.105.6%110.19M7627.4K184.3%
03MAZE58.8call-flow, wide-spread, large-em, ultra-iv49.43189.4%5.586.8%26.76M5471.24.3K 122.9%83.1K40.7%

Analyst Breakdown

01 CRCAAAOI

Trading thesis: call-flow, wide-spread, momentum, ultra-ivmomentum

Category Metric Value
Price Spot 81.99101.92
Options ATM IV 164.3%144.4%
Options Expected Move $5.556.15 (6.8%0%)
Options Expiry / DTE 2026-03-20 / 0D
Trend EMA20 / EMA50 60.5288.80 / 50.1568.35
Trend R20 / R60 272.7%116.9% / 70.1%225.4%
Trend Distance to 20D breakout 7.0%24.6%
Risk HV20 275.8%237.4%
Risk ATR14% 12.9%14.7%
Liquidity ADV20$ 137.04M1.30B
Options Call/Put Vol Ratio 4.40
OptionsCall/Put OI Ratio9.22
OptionsTotal Option Volume1.5K
OptionsTotal Option OI6.5K
ExecutionSpread%67.6%
ScoreComposite Score65.9

02 TERN

Trading thesis: call-flow, wide-spread, momentum, large-em

CategoryMetricValue
PriceSpot49.06
OptionsATM IV210.2%
OptionsExpected Move$5.10 (10.4%)
OptionsExpiry / DTE2026-03-20 / 0D
TrendEMA20 / EMA5044.07 / 40.20
TrendR20 / R6024.4% / 23.0%
TrendDistance to 20D breakout0.0%
RiskHV2038.5%
RiskATR14%5.6%
LiquidityADV20$110.19M
OptionsCall/Put Vol Ratio1.052.09
Options Call/Put OI Ratio 1.3031
Options Total Option Volume 76224.3K
Options Total Option OI 7.4K83.1K
Execution Spread% 184.3%40.7%
Score Composite Score 59.0

03 MAZE

Trading thesis: call-flow, wide-spread, large-em, ultra-iv

CategoryMetricValue
PriceSpot49.43
OptionsATM IV189.4%
OptionsExpected Move$5.58 (11.3%)
OptionsExpiry / DTE2026-03-20 / 0D
TrendEMA20 / EMA5048.05 / 45.42
TrendR20 / R609.7% / 18.5%
TrendDistance to 20D breakout4.9%
RiskHV2061.5%
RiskATR14%6.8%
LiquidityADV20$26.76M
OptionsCall/Put Vol Ratio33.19
OptionsCall/Put OI Ratio1.88
OptionsTotal Option Volume547
OptionsTotal Option OI1.3K
ExecutionSpread%122.9%
ScoreComposite Score58.860.1

Failed Snapshot

  • SOCCRCG — em<$5.0
  • RRC — atr14%<4.0
  • TECL — not-uptrend, ret20<0.0%
  • UVIX — em<$5.0
  • IONX — not-uptrend, optvol<500
  • APPX — not-uptrend
  • PBFAXTI — em<$5.0
  • PL — em<$5.0
  • REPX — optvol<500
  • CVGI — em<$5.0, optvol<500
  • UAMYRRC — atr14%<4.0, optoi<1000
  • ALTO — em<$5.0
  • MSTX — iv<120%
  • REPX — optvol<500, optoi<1000
  • BCRX — em<$5.0
  • CGON — optvol<500
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • DAWN — em<$5.0
  • AIRS — not-uptrend, em<$5.0
  • HIMZGEVO — ivem<120%
  • JDST — not-uptrend
  • TECX —$5.0, optvol<500
  • MSTX — iv<120%

Desk Notes

The final ranking intentionally rewards high IV + strong trend + liquidity + active options.

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